Financial Econometrics

Models and Methods

Business & Finance, Finance & Investing, Finance, Nonfiction, Science & Nature, Mathematics
Cover of the book Financial Econometrics by Oliver Linton, Cambridge University Press
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Author: Oliver Linton ISBN: 9781316827611
Publisher: Cambridge University Press Publication: February 21, 2019
Imprint: Cambridge University Press Language: English
Author: Oliver Linton
ISBN: 9781316827611
Publisher: Cambridge University Press
Publication: February 21, 2019
Imprint: Cambridge University Press
Language: English

This is a thorough exploration of the models and methods of financial econometrics by one of the world's leading financial econometricians and is for students in economics, finance, statistics, mathematics, and engineering who are interested in financial applications. Based on courses taught around the world, the up-to-date content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the field. Care has been taken to link theory and application to provide real-world context for students. Worked exercises and empirical examples have also been included to make sure complicated concepts are solidly explained and understood.

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This is a thorough exploration of the models and methods of financial econometrics by one of the world's leading financial econometricians and is for students in economics, finance, statistics, mathematics, and engineering who are interested in financial applications. Based on courses taught around the world, the up-to-date content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the field. Care has been taken to link theory and application to provide real-world context for students. Worked exercises and empirical examples have also been included to make sure complicated concepts are solidly explained and understood.

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